Risk-sensitive control for a class of homing problems (Q1049126): Difference between revisions
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Revision as of 03:01, 5 March 2024
scientific article
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English | Risk-sensitive control for a class of homing problems |
scientific article |
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Risk-sensitive control for a class of homing problems (English)
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8 January 2010
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backward stochastic differential equation
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first-passage time
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homing problems
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